Exploration of Data-Driven Capital Market Investment Decision Support Model

Chenyang An

doi:10.71222/3tayt883

Authors

Chenyang An Economics and Finance, Queen Mary University of London, London, E1 4NS, United Kindom Author

DOI:

https://doi.org/10.71222/3tayt883

Keywords:

data-driven, capital markets, investment decision

Abstract

With the increasing complexity of the capital market and the explosive growth of available information, traditional investment decision-making methods have become increasingly insufficient in meeting the complex and dynamic needs of modern investors. As a new research direction, data-driven investment decision support model has gradually attracted the attention of the academic and practical circles. This paper discusses the influence of market efficiency theory, behavioral finance and portfolio theory on investment decision, and analyzes the application of data-driven model in individual stock investment, portfolio optimization, market trend prediction and risk management. A data-driven capital market investment decision support model is further designed, which covers the key links of data acquisition and preprocessing, model selection and construction, model training and optimization, etc., providing theoretical and practical basis for improving the scientificity and effectiveness of investment decision.

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